TY - GEN

T1 - FORMULATION OF A MULTI-RATE KALMAN FILTER AND ITS APPLICATION TO THE NAVIGATION OF A WINGED VEHICLE.

AU - Nakatani, I.

AU - Tanaka, T.

AU - Kawaguchi, J.

AU - Ninomiya, K.

PY - 1986

Y1 - 1986

N2 - A reset-type Kalman filter for the navigation of a winged space vehicle is discussed and a triple rate Kalman filter is proposed to lighten the computation load. The basic idea is to pay attention to the existence of fast and slowly varying state variables and thus to partition the covariance matrix of the conventional Kalman filter into parts of smaller dimensions which are propagated in parallel at three different (fast, middle and slow) rates. Because of the reduction in the propagation period for the fast rate part, the approximation accuracy of time-varying system can be improved for a given computer load and a better estimation accuracy is realized. These are verified by computer simulations for the case of a reusable winged vehicle. The triple-rate filter can be extended to a multi-rate version.

AB - A reset-type Kalman filter for the navigation of a winged space vehicle is discussed and a triple rate Kalman filter is proposed to lighten the computation load. The basic idea is to pay attention to the existence of fast and slowly varying state variables and thus to partition the covariance matrix of the conventional Kalman filter into parts of smaller dimensions which are propagated in parallel at three different (fast, middle and slow) rates. Because of the reduction in the propagation period for the fast rate part, the approximation accuracy of time-varying system can be improved for a given computer load and a better estimation accuracy is realized. These are verified by computer simulations for the case of a reusable winged vehicle. The triple-rate filter can be extended to a multi-rate version.

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M3 - Conference contribution

AN - SCOPUS:0022926416

SN - 0080325564

T3 - Automatic Control in Space

SP - 197

EP - 203

BT - Automatic Control in Space

PB - Pergamon Press (IFAC Proceedings Ser n 2 1986)

ER -